Anic Equity¶

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Total return since start: 0.734 %¶

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Equity now: -----------------------------> 52974.65 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 35007.06 Kr¶

PnL: ---------------------------------------> -112.16 Kr¶

DD now: ---------------------------------> -0.274 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 17:04:22.426131'

Anic Portfolio¶

Today¶

Return: -0.173 %¶

This Week¶

Return: -0.173 %¶

Total¶

Return: 73.425 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
New Wave B 20 1.720000 3912.000000 6.000000 0.150000 3906.000000
Humana 40 2.050000 677.600000 5.600000 0.830000 672.000000
Indutrade 5 0.760000 1319.000000 2.000000 0.150000 1317.000000
BHG Group 49 -2.610000 639.450000 1.960000 0.310000 637.490000
SynAct Pharma 9 2.140000 644.400000 1.800000 0.280000 642.600000
Lundin Gold 7 1.020000 973.000000 1.400000 0.140000 971.600000
Ambea 68 2.480000 2532.320000 1.360000 0.050000 2530.960000
NCC B 7 1.140000 652.050000 0.350000 0.050000 651.700000
Creades A 7 1.100000 609.000000 0.350000 0.060000 608.650000
Latour B 2 0.490000 448.000000 -0.400000 -0.090000 448.400000
Addtech B 3 1.750000 697.200000 -1.200000 -0.170000 698.400000
Biotage 4 -0.330000 599.600000 -1.200000 -0.200000 600.800000
Profoto Holding 7 -1.430000 579.600000 -1.400000 -0.240000 581.000000
Xvivo Perfusion 3 -0.710000 841.500000 -1.500000 -0.180000 843.000000
SCA A 4 -1.060000 596.800000 -1.600000 -0.270000 598.400000
Vitrolife 3 -0.800000 673.200000 -1.800000 -0.270000 675.000000
Balco Group 39 -0.520000 1868.100000 -1.950000 -0.100000 1870.050000
Sampo Oyj SDB 1 -0.200000 502.000000 -2.000000 -0.400000 504.000000
BONESUPPORT HOLDING 10 1.000000 1218.000000 -3.000000 -0.250000 1221.000000
Embracer Group B 26 1.140000 654.940000 -4.680000 -0.710000 659.620000
Investor A 16 -0.450000 3531.200000 -4.800000 -0.140000 3536.000000
Fortnox 10 -1.380000 659.600000 -6.000000 -0.900000 665.600000
Sdiptech B 3 1.120000 813.600000 -6.600000 -0.800000 820.200000
Gaming Innovation Group 161 1.170000 4169.900000 -8.050000 -0.190000 4177.950000
Volati 5 0.360000 564.000000 -9.000000 -1.570000 573.000000
Eastnine 6 -0.560000 644.400000 -10.800000 -1.650000 655.200000
NCC A 6 -1.410000 585.600000 -12.000000 -2.010000 597.600000
Lime Technologies 2 3.960000 577.000000 -15.000000 -2.530000 592.000000
Wästbygg Gruppen B 80 2.320000 2824.000000 -40.000000 -1.400000 2864.000000
TOTAL 35007.060000 -112.160000 -0.27428% 35119.220000

Updated:¶

'2023-06-07 17:04:36.340110'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶